+5,710.3%
AMD vs MLM
+190.7%
+5,519.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.2% | -12.1% | -14.8% |
| 7D | -28.6% | -1.2% | -27.4% | -28.0% |
| 30D | -37.7% | +7.9% | -45.7% | -40.1% |
| 3M | -16.1% | -4.5% | -11.6% | -14.6% |
| 6M | +13.8% | -12.6% | +26.5% | +20.0% |
| YTD | +88.8% | -14.9% | +103.7% | +100.6% |
| 1Y | +57.8% | -13.1% | +70.8% | +65.8% |
| 3Y | +260.3% | +21.2% | +239.0% | +219.4% |
| 5Y | +196.6% | +32.0% | +164.6% | +152.7% |
| All | +5,710.3% | +190.7% | +5,519.6% | +3,844.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling